About 95% of the time, I've got a near-perfect sense of direction -- I like maps, I instinctively map things out in my head, and I pick up landmarks pretty much automatically (which is easy in California, since there's usually a large mountain range somewhere in the general area). But about 5% of the time, I manage to get completely turned around, and I'll wind up driving south for 20 miles with absolute confidence that I'm driving north.
And I always have to stop and think when somebody says "left" or "right".